+82.7%
QQQM vs RF
+45.4%
+37.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.5% | +2.4% |
| 7D | -0.2% | -1.3% | +1.1% | +0.3% |
| 30D | -7.5% | +4.6% | -12.1% | -8.9% |
| 3M | -3.8% | -8.4% | +4.6% | -1.1% |
| 6M | -3.0% | +8.9% | -11.9% | -6.2% |
| YTD | +12.8% | +8.8% | +4.0% | +8.6% |
| 1Y | +11.6% | +18.9% | -7.3% | +4.1% |
| 3Y | +85.9% | +116.0% | -30.1% | +37.5% |
| 5Y | +82.7% | +46.0% | +36.7% | +53.4% |
| All | +82.7% | +45.4% | +37.3% | +53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling